S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
75.05%
increased by 7.65%
1 Week
74.78%
increased by 7.38%
1 Month
73.70%
increased by 6.30%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1914 | 5.27 | |
| 0.0590 | 55.23 | |
| 0.9949 | 1,037.43 | |
| 6.4334 | 9.47 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
Other GAS-GARCH Student T Analyses on Commodities